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~isPartOf:"Handbook of financial time series"
~subject:"Volatilität"
~type_genre:"Book section"
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Volatilität
Volatility
16
Stochastic process
9
Stochastischer Prozess
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Estimation theory
6
Schätztheorie
6
Theorie
5
Theory
5
Time series analysis
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Andersen, Torben
2
Davis, Richard A.
2
Mikosch, Thomas
2
Patton, Andrew J.
2
Asai, Manabu
1
Aït-Sahalia, Yacine
1
Benzoni, Luca
1
Chib, Siddhartha
1
Fasen, Vicky
1
Franke, Jürgen
1
Hurvich, Clifford M.
1
Jungbacker, Borus
1
Koopman, Siem Jan
1
Kreiß, Jens-Peter
1
Lindner, Alexander M.
1
Mammen, Enno
1
Mykland, Per A.
1
Omori, Yasuhiro
1
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1
Shephard, Neil G.
1
Sheppard, Kevin
1
Silvennoinen, Annastiina
1
Soulier, Philippe
1
Spokojnyj, Vladimir G.
1
Teräsvirta, Timo
1
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Handbook of financial time series
Stock market volatility
17
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
16
Forecasting volatility in the financial markets
16
Macroeconomic volatility, institutions and financial architectures : the developing world experience
12
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
12
Applied quantitative finance
9
Emerging markets and the global economy
9
Managing economic volatility and crises : a practitioner's guide
9
Agricultural markets instability : revisiting the recent food crises
8
Risk management in volatile financial markets
7
Econometric analysis of financial and economic time series ; part a
6
Financial modeling and risk management of energy and environmental instruments and derivates
6
Long memory in economics : with 50 tables
6
Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
6
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
5
Advances in risk management
5
Commodity price volatility and inclusive growth in low-income countries
5
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
5
Debt, risk and liquidity in futures markets
5
Exchange rate volatility and international agricultural trade
5
Frontiers in quantitative finance : volatility and credit risk modeling
5
Tools and techniques
5
Application of operations research to financial markets
4
Applications in Energy Finance : The Energy Sector, Economic Activity, Financial Markets and the Environment
4
Brennpunkt Agrarpreise : Ursachen, Trends und Risikomanagement für die Praxis
4
Econometric analysis of financial and economic time series ; part B
4
Financial econometrics and empirical market microstructure
4
Financial engineering
4
Handbook of research on emerging theories, models, and applications of financial econometrics
4
Handbook of the equity risk premium
4
International financial markets
4
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
4
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
4
Risk management and value : valuation and asset price
4
Volatility of international food prices : impacts on resource allocation and on food supply response
4
Advances in Management Research : Emerging Challenges and Trends
3
Auswirkungen der Finanzkrise und volatiler Märkte auf die Agrarwirtschaft
3
Banking and capital markets : new international perspectives
3
Capital flows and the emerging economies : theory, evidence, and controversies ; [a National Bureau of Economic Research conference report]
3
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1
Varying coefficient GARCH models
Čížek, Pavel
;
Spokojnyj, Vladimir G.
- In:
Handbook of financial time series
,
(pp. 169-185)
.
2009
Persistent link: https://www.econbiz.de/10003833937
Saved in:
2
Multivariate GARCH models
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Handbook of financial time series
,
(pp. 201-229)
.
2009
Persistent link: https://www.econbiz.de/10003833947
Saved in:
3
Stochastic volatility: origins and overview
Shephard, Neil G.
;
Andersen, Torben
- In:
Handbook of financial time series
,
(pp. 233-254)
.
2009
Persistent link: https://www.econbiz.de/10003833953
Saved in:
4
Probabilistic properties of stochastic volatility models
Davis, Richard A.
;
Mikosch, Thomas
- In:
Handbook of financial time series
,
(pp. 255-267)
.
2009
Persistent link: https://www.econbiz.de/10003833954
Saved in:
5
Moment-based estimation of stochastic volatility models
Renault, Eric
- In:
Handbook of financial time series
,
(pp. 269-311)
.
2009
Persistent link: https://www.econbiz.de/10003833955
Saved in:
6
Parameter estimation and practical aspects of modeling stochastic volatility
Jungbacker, Borus
;
Koopman, Siem Jan
- In:
Handbook of financial time series
,
(pp. 313-344)
.
2009
Persistent link: https://www.econbiz.de/10003833957
Saved in:
7
Stochastic volatility models with long memory
Hurvich, Clifford M.
;
Soulier, Philippe
- In:
Handbook of financial time series
,
(pp. 345-354)
.
2009
Persistent link: https://www.econbiz.de/10003833970
Saved in:
8
Extremes of stochastic volatility models
Davis, Richard A.
;
Mikosch, Thomas
- In:
Handbook of financial time series
,
(pp. 355-364)
.
2009
Persistent link: https://www.econbiz.de/10003833971
Saved in:
9
Multivariate stochastic volatility
Chib, Siddhartha
;
Omori, Yasuhiro
;
Asai, Manabu
- In:
Handbook of financial time series
,
(pp. 365-400)
.
2009
Persistent link: https://www.econbiz.de/10003833972
Saved in:
10
Continuous time approximations to GARCH and stochastic volatility models
Lindner, Alexander M.
- In:
Handbook of financial time series
,
(pp. 481-496)
.
2009
Persistent link: https://www.econbiz.de/10003834175
Saved in:
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